Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling
From MaRDI portal
Publication:4995124
DOI10.1137/20M1316160zbMath1465.62016arXiv2001.06256OpenAlexW3174611073MaRDI QIDQ4995124
Thomas P. Prescott, Ruth E. Baker
Publication date: 23 June 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.06256
sequential Monte CarloBayesian inferencestochastic simulationlikelihood-free methodsmultifidelity methods
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)
Related Items (3)
Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes ⋮ Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation ⋮ Multilevel bootstrap particle filter
Uses Software
Cites Work
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- Multilevel rejection sampling for approximate Bayesian computation
- Adapting the ABC distance function
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
- Robustly simulating biochemical reaction kinetics using multi-level Monte Carlo approaches
- Lazy ABC
- Julia: A Fresh Approach to Numerical Computing
- Approximation and inference methods for stochastic biochemical kinetics—a tutorial review
- Sequential Monte Carlo Samplers
- Adaptive approximate Bayesian computation
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
- Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes
- Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
- Multifidelity Approximate Bayesian Computation
- Delayed Acceptance ABC-SMC
- Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
- Low dimensional behavior of large systems of globally coupled oscillators
- Long time evolution of phase oscillator systems
- Multilevel Monte Carlo in approximate Bayesian computation
- Sequential Monte Carlo without likelihoods
This page was built for publication: Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling
